activity
19942023
most citedMethod for Generating Long-Range Correlations for Large Systems

403 citations · 1.4k across the 18 of their papers we have counts for

collaborators

18 papers

cond-mat.stat-mech2023

Entropy Production on Cooperative Opinion Dynamics

Igor V. G. Oliveira, Chao Wang, Gaogao Dong +4

As one of the most widespread social dynamics, cooperative behavior is among the most fascinating collective phenomena. Several animal species, from social insects to human beings,…

physics.soc-ph2018★ 153 cited

Scale-free Resilience of Real Traffic Jams

Limiao Zhang, Guanwen Zeng, Daqing Li +3

The concept of resilience can be realized in natural and engineering systems, representing the ability of system to adapt and recover from various disturbances. Although resilience…

physics.soc-ph2013★ 1 cited

Percolation on interacting networks with feedback-dependency links

Gaogao Dong, Lixin Tian, Ruijin Du +2

When real networks are considered, coupled networks with connectivity and feedback-dependency links are not rare but more general. Here we develop a mathematical framework and stud…

q-fin.TR2011★ 38 cited

Financial factor influence on scaling and memory of trading volume in stock market

Wei Li, Fengzhong Wang, Shlomo Havlin +1

We study the daily trading volume volatility of 17,197 stocks in the U.S. stock markets during the period 1989--2008 and analyze the time return intervals between volume volati…

q-fin.ST2009★ 50 cited

Statistical analysis of the overnight and daytime return

Fengzhong Wang, Shwu-Jane Shieh, Shlomo Havlin +1

We investigate the two components of the total daily return (close-to-close), the overnight return (close-to-open) and the daytime return (open-to-close), as well as the correspond…

physics.soc-ph2006★ 64 cited

Are volatility correlations in financial markets related to Omori processes occurring on all scales?

Philipp Weber, Fengzhong Wang, Irena Vodenska-Chitkushev +2

We analyze the memory in volatility by studying volatility return intervals, defined as the time between two consecutive fluctuations larger than a given threshold, in time periods…